Anic Equity¶

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Total return since start: 0.558 %¶

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Equity now: -----------------------------> 47585.36 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46187.34 Kr¶

PnL: ---------------------------------------> -701.23 Kr¶

DD now: ---------------------------------> -2.148 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-30 13:50:59.175837'
C:\Users\joandre\Anaconda3\envs\AnicTrading\lib\site-packages\IPython\core\displayhook.py:275: UserWarning:

Output cache limit (currently 1000 entries) hit.
Flushing oldest 200 entries.

Anic Portfolio¶

This Week¶

Return: 0.086 %¶

Total¶

Return: 55.726 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
FM Mattsson Mora Group B 50 -0.640000 3120.000000 193.000000 6.590000 2927.000000
HMS Networks 2 0.360000 782.800000 109.800000 16.320000 673.000000
Nordea Bank Abp 29 0.640000 3537.420000 83.420000 2.420000 3453.999992
HEBA B 70 -3.610000 2709.000000 73.000000 2.770000 2636.000010
MedCap 2 -0.210000 466.000000 45.000000 10.690000 421.000000
SAAB B 8 -0.050000 3418.400000 41.400000 1.230000 3377.000000
AcadeMedia 12 1.280000 586.800000 29.800000 5.350000 557.000004
Samhällsbyggnadsbo. i Norden B 20 -5.930000 384.200000 29.200000 8.230000 355.000000
Resurs Holding 22 -1.230000 602.580000 28.580000 4.980000 573.999998
Swedbank A 3 0.430000 591.900000 27.900000 4.950000 564.000000
OEM International B 7 0.260000 548.800000 20.800000 3.940000 527.999997
Intrum 4 -0.550000 545.000000 18.000000 3.420000 527.000000
Eastnine 4 0.320000 507.200000 16.200000 3.300000 491.000000
Norva24 Group 16 -0.860000 555.200000 12.200000 2.250000 543.000000
Securitas B 6 -1.710000 577.920000 7.920000 1.390000 570.000000
Corem Property Group B 59 -5.100000 582.330000 5.330000 0.920000 576.999999
Karnov Group 9 -0.830000 540.900000 4.900000 0.910000 536.000004
Samhällsbyggnadsbo. i Norden D 12 -3.830000 247.200000 1.200000 0.490000 246.000000
Creaspac SPAC 6 -0.620000 577.800000 0.800000 0.140000 577.000002
Coor Service Management Hold. 8 -1.630000 532.000000 0.000000 0.000000 532.000000
Fastighetsbolag. Emilshus Pref 21 -2.370000 561.750000 -0.250000 -0.040000 562.000005
Handelsbanken A 5 0.690000 544.000000 -2.000000 -0.370000 546.000000
Midsona B 63 0.670000 571.410000 -11.590000 -1.990000 582.999984
Boozt 12 -1.940000 1638.000000 -16.000000 -0.970000 1653.999996
CTEK 13 -0.710000 505.960000 -28.040000 -5.250000 533.999999
Essity B 2 1.680000 543.400000 -30.600000 -5.330000 574.000000
International Petroleum Corp. 5 -2.000000 562.500000 -32.070000 -5.390000 594.565215
Sampo Oyj SDB 7 0.930000 3815.000000 -35.000000 -0.910000 3850.000000
Vivesto 1368 2.020000 565.260000 -47.740000 -7.790000 612.999432
Fasadgruppen Group 35 1.900000 3759.000000 -52.000000 -1.360000 3810.999990
Essity A 4 1.860000 1094.000000 -55.000000 -4.790000 1149.000000
Beijer Electronics Group 26 3.740000 2886.000000 -85.000000 -2.860000 2971.000006
OX2 18 1.370000 1465.200000 -198.800000 -11.950000 1663.999992
Axfood 13 1.690000 3525.600000 -230.400000 -6.130000 3756.000001
Ovzon 52 -2.240000 2719.600000 -642.400000 -19.110000 3361.999992
TOTAL 46170.130000 -718.440000 -2.18331% 46888.564618

Updated:¶

'2023-01-30 13:49:50.784921'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶